+131.6%
IBM vs TFC
+100.2%
+31.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.5% |
| 7D | +0.3% | +2.2% | -1.9% | -0.5% |
| 30D | -1.5% | -2.5% | +1.0% | -0.7% |
| 3M | -16.8% | +4.5% | -21.3% | -18.2% |
| 6M | -9.0% | +11.0% | -20.0% | -12.8% |
| YTD | -20.1% | +5.9% | -25.9% | -21.9% |
| 1Y | -7.0% | +14.6% | -21.6% | -11.8% |
| 3Y | +72.4% | +96.7% | -24.3% | +32.4% |
| 5Y | +112.0% | +15.6% | +96.4% | +90.7% |
| 10Y | +131.6% | +98.6% | +32.9% | +59.2% |
| All | +131.6% | +100.2% | +31.3% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling